DFA Dimensional 2030 Retirement Income vs Stocks/Bonds 60/40 Portfolio Comparison

Last Update: 31 March 2024

The DFA Dimensional 2030 Retirement Income Portfolio obtained a 7.52% compound annual return, with a 9.18% standard deviation, in the last 30 Years.

The Stocks/Bonds 60/40 Portfolio obtained a 8.42% compound annual return, with a 9.60% standard deviation, in the last 30 Years.

Summary

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DFA Dimensional 2030 Retirement Income Portfolio Stocks/Bonds 60/40 Portfolio
Portfolio Risk High High
Asset Allocation Stocks 55.9% 60%
Fixed Income 44.1% 40%
Commodities 0% 0%
30 Years Stats Return +7.52% +8.42%
Std Dev 9.18% 9.60%
Max Drawdown -31.78% -30.55%
All time Stats
(Since Jan 1985)		 Return +9.20% +9.40%
Std Dev 9.51% 9.81%
Max Drawdown -31.78% -30.55%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
DFA Dimensional 2030 Retirement Income Portfolio +1.99 +13.22 +13.10 +7.12 +6.24 +7.52 +9.20
Stocks/Bonds 60/40 Portfolio +2.12 +16.12 +17.74 +8.77 +8.05 +8.42 +9.40
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

DFA Dimensional 2030 Retirement Income Portfolio: an investment of 1$, since April 1994, now would be worth 8.79$, with a total return of 779.23% (7.52% annualized).

Stocks/Bonds 60/40 Portfolio: an investment of 1$, since April 1994, now would be worth 11.32$, with a total return of 1031.62% (8.42% annualized).

DFA Dimensional 2030 Retirement Income Portfolio: an investment of 1$, since January 1985, now would be worth 31.67$, with a total return of 3067.19% (9.20% annualized).

Stocks/Bonds 60/40 Portfolio: an investment of 1$, since January 1985, now would be worth 33.99$, with a total return of 3298.88% (9.40% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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DFA Dimensional 2030 Retirement Income Portfolio
Stocks/Bonds 60/40 Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-31.78% Nov 2007 Feb 2009 (16) Oct 2010 (36) 13.71
-30.55% Nov 2007 Feb 2009 (16) Oct 2010 (36) 13.38
-21.56% Sep 2000 Sep 2002 (25) Jan 2004 (41) 11.96
-20.69% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.44
-20.34% Jan 2022 Sep 2022 (9) Mar 2024 (27) 10.56
-15.10% Sep 2000 Sep 2002 (25) Oct 2003 (38) 8.27
-12.29% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.29
-11.58% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.21
-10.18% Jul 1998 Aug 1998 (2) Nov 1998 (5) 4.93
-9.50% May 2011 Sep 2011 (5) Jan 2012 (9) 4.01
-9.00% May 2011 Sep 2011 (5) Jan 2012 (9) 3.76
-8.38% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.89
-8.22% Jul 1998 Aug 1998 (2) Nov 1998 (5) 3.93
-7.57% Feb 2018 Dec 2018 (11) Mar 2019 (14) 3.14
-7.01% May 2015 Jan 2016 (9) Jul 2016 (15) 3.83
-5.35% Apr 2000 May 2000 (2) Aug 2000 (5) 2.94
-5.24% Jun 2015 Sep 2015 (4) Apr 2016 (11) 2.81
-4.40% Apr 2000 May 2000 (2) Aug 2000 (5) 2.44
-4.20% Aug 1997 Aug 1997 (1) Jan 1998 (6) 2.02
-4.05% Apr 2012 May 2012 (2) Aug 2012 (5) 1.80

Drawdown comparison chart since January 1985.

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DFA Dimensional 2030 Retirement Income Portfolio
Stocks/Bonds 60/40 Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-31.78% Nov 2007 Feb 2009 (16) Oct 2010 (36) 13.71
-30.55% Nov 2007 Feb 2009 (16) Oct 2010 (36) 13.38
-21.56% Sep 2000 Sep 2002 (25) Jan 2004 (41) 11.96
-20.69% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.44
-20.34% Jan 2022 Sep 2022 (9) Mar 2024 (27) 10.56
-19.17% Sep 1987 Nov 1987 (3) Jan 1989 (17) 9.40
-15.36% Sep 1987 Nov 1987 (3) Dec 1988 (16) 6.93
-15.10% Sep 2000 Sep 2002 (25) Oct 2003 (38) 8.27
-12.29% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.29
-11.58% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.21
-10.69% Aug 1990 Sep 1990 (2) Feb 1991 (7) 5.65
-10.18% Jul 1998 Aug 1998 (2) Nov 1998 (5) 4.93
-9.50% May 2011 Sep 2011 (5) Jan 2012 (9) 4.01
-9.00% May 2011 Sep 2011 (5) Jan 2012 (9) 3.76
-8.52% Jul 1990 Oct 1990 (4) Jan 1991 (7) 5.05
-8.38% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.89
-8.22% Jul 1998 Aug 1998 (2) Nov 1998 (5) 3.93
-7.57% Feb 2018 Dec 2018 (11) Mar 2019 (14) 3.14
-7.46% Jan 1990 Apr 1990 (4) Jul 1990 (7) 3.99
-7.01% May 2015 Jan 2016 (9) Jul 2016 (15) 3.83

Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
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Year Return Drawdown Return Drawdown
2024
+4.31%
 0.00%
+5.46%
 0.00%
2023
+14.37%
 -6.80%
+17.79%
 -7.47%
2022
-15.68%
 -20.34%
-16.95%
 -20.69%
2021
+12.36%
 -2.79%
+14.66%
 -3.24%
2020
+13.87%
 -11.58%
+15.70%
 -12.29%
2019
+18.74%
 -2.99%
+21.94%
 -3.41%
2018
-4.97%
 -7.57%
-3.17%
 -8.38%
2017
+14.85%
 0.00%
+14.15%
 0.00%
2016
+7.26%
 -2.45%
+8.71%
 -2.95%
2015
-1.32%
 -6.97%
+0.44%
 -5.24%
2014
+5.23%
 -2.58%
+9.85%
 -1.50%
2013
+11.66%
 -3.78%
+19.23%
 -2.27%
2012
+12.36%
 -4.05%
+11.13%
 -3.54%
2011
+2.36%
 -9.50%
+3.75%
 -9.00%
2010
+10.90%
 -6.53%
+12.93%
 -7.13%
2009
+22.15%
 -11.27%
+18.79%
 -11.70%
2008
-21.57%
 -25.38%
-19.44%
 -22.19%
2007
+10.20%
 -1.97%
+5.99%
 -3.07%
2006
+11.79%
 -2.25%
+11.12%
 -2.03%
2005
+7.33%
 -2.02%
+4.74%
 -2.34%
2004
+11.75%
 -3.31%
+9.37%
 -2.68%
2003
+22.57%
 -1.69%
+20.04%
 -1.99%
2002
-4.09%
 -9.28%
-8.98%
 -13.74%
2001
-3.94%
 -11.17%
-3.21%
 -11.68%
2000
-0.49%
 -5.91%
-1.79%
 -8.27%
1999
+15.39%
 -2.49%
+13.98%
 -3.76%
1998
+15.08%
 -8.22%
+17.39%
 -10.18%
1997
+14.36%
 -4.20%
+22.37%
 -3.12%
1996
+10.23%
 -2.48%
+14.01%
 -3.33%
1995
+22.89%
 -0.22%
+28.74%
 -0.20%
1994
-1.78%
 -6.92%
-1.16%
 -6.47%
1993
+19.97%
 -2.72%
+10.25%
 -1.36%
1992
+3.96%
 -4.06%
+8.32%
 -1.65%
1991
+26.29%
 -3.29%
+25.53%
 -2.86%
1990
-2.02%
 -10.69%
-0.19%
 -8.52%
1989
+23.94%
 -0.66%
+22.33%
 -1.36%
1988
+14.85%
 -2.75%
+13.33%
 -2.24%
1987
+4.04%
 -15.36%
+2.18%
 -19.17%
1986
+23.82%
 -4.63%
+14.79%
 -5.58%
1985
+31.63%
 -1.43%
+27.66%
 -2.15%